[R-SIG-Finance] rugarch and copulas

[ludovic.theate]

Thanks for your answer, and sorry for the long delay.

OK, I am now giving a try to this cgarchfit function. However, as I can see,
it works only (for the moment) with Gaussian and t-copulas. But I would like
to have access to a more complete panoply of copulas models, including
nested-archimedean copulas (even vines if time permits). So I am still
interested to know how I could specify the innovations in the Garch
prediction function of the rugarch package ?

Thanks for your help.



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